AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE

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	AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE
其他题名	AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE
	Han Ai 1; Lai K K 2; Wang Shouyang 1; Xu Shanying 1
	2012
发表期刊	系统科学与复杂性学报(英文版)
ISSN	1009-6124
页码	121-132
其他摘要	This paper proposes an interval method to explore the relationship between the exchange rate of Australian dollar against US dollar and the gold price,using weekly,monthly and quarterly data.With the interval method,interval sample data are formed to present the volatility of variables. The ILS approach is extended to multi-model estimation and the computational schemes are provided. The empirical evidence suggests that the ILS estimates well characterize how the exchange rate relates to the gold price,both in the long-run and short-run.The comparison between the interval and point methods indicates that the difference between the OLS and the ILS estimates is increasing from weekly data to quarterly data,since the lowest frequency point data lost the most information of volatility.
收录类别	CSCD
语种	中文
资助项目	[National Natural Science Foundation of China] ; [Research Granting Committee of Hong Kong] ; [Chinese Academy of Sciences]
CSCD记录号	CSCD:4523850
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/53674
专题	中国科学院数学与系统科学研究院
作者单位	1.中国科学院数学与系统科学研究院 2.香港城市大学
推荐引用方式 GB/T 7714	Han Ai,Lai K K,Wang Shouyang,et al. AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE[J]. 系统科学与复杂性学报(英文版),2012:121-132.
APA	Han Ai,Lai K K,Wang Shouyang,&Xu Shanying.(2012).AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE.系统科学与复杂性学报(英文版),121-132.
MLA	Han Ai,et al."AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE".系统科学与复杂性学报(英文版) (2012):121-132.